Bayes Theorem

Probability & Statistics · free study notes · Updated

Bayes’ Theorem – IIT‑JEE (Main + Advanced) Study Notes

(Mathematics – Probability & Statistics)

Why it matters:
In JEE‑Main & JEE‑Advanced, problems on conditional probability and random experiments often require updating probabilities when new information is known. Bayes’ Theorem gives the precise way to do this.


1. Simple Explanation

Concept Meaning
Conditional Probability Probability of an event A happening given that another event B has already happened. Denoted (P(A
Joint Probability Probability that two events happen together: (P(A \cap B)).
Marginal Probability Probability of an event irrespective of any other event: (P(A)).
Bayes’ Theorem A formula that reverses a conditional probability: it gives (P(A

Bayes’ Theorem (single event):

[ \boxed{P(A|B)=\dfrac{P(B|A),P(A)}{P(B)}} ]

  • (P(A)) – Prior probability of A (before seeing B).
  • (P(B|A)) – Likelihood – probability of observing B if A is true.
  • (P(B)) – Evidence – overall probability of observing B (can be found using the Law of Total Probability).
  • (P(A|B)) – Posterior probability of A after observing B.

2. Key Points & Formulae

# Item Formula Notes
1 Conditional Probability (P(A B)=\frac{P(A\cap B)}{P(B)})
2 Law of Total Probability If ({B_i}) partition the sample space: (P(A)=\sum_{i} P(A B_i),P(B_i)).
3 Bayes’ Theorem (multi-partition) (P(B_k A)=\frac{P(A
4 Independence (P(A\cap B)=P(A)P(B)) ⇒ (P(A B)=P(A)).
5 Complement (P(\overline{A})=1-P(A)). Often used to compute evidences.
6 Bayes’ Theorem (with events of different types) Same formula; just be careful with discrete vs continuous (density functions). For JEE, always discrete problems.
7 Posterior Odds (\frac{P(A B)}{P(\overline{A}

Quick Reference Sheet

Symbol Meaning Example
(P(A)) Prior probability of A Probability a randomly chosen student is a boy
(P(B A)) Likelihood
(P(B)) Evidence Probability of drawing a red ball from the overall urn
(P(A B)) Posterior

3. Worked Example (JEE‑Style)

Problem Statement

A box contains 3 red balls and 7 blue balls.
A second box contains 5 red balls and 5 blue balls.
A box is chosen at random; then a ball is drawn from that box.

  • Let R = “the drawn ball is red.”
  • Let B₁ = “Box 1 was chosen.”
  • Let B₂ = “Box 2 was chosen.”

Question:
(a) Find (P(R)).
(b) If the drawn ball is red, find the probability that Box 1 was chosen, i.e., (P(B_1|R)).


Step‑by‑Step Solution

(a) Compute (P(R))

Use the Law of Total Probability:

[ P(R)=P(R|B_1)P(B_1)+P(R|B_2)P(B_2) ]

  • (P(B_1)=P(B_2)=\frac12) (equal chance of selecting a box).
  • (P(R|B_1)=\frac{3}{10}) (3 red out of 10).
  • (P(R|B_2)=\frac{5}{10}=\frac12).

So,

[ P(R)=\frac12\cdot\frac{3}{10}+\frac12\cdot\frac12=\frac{3}{20}+\frac{1}{4}=\frac{3+5}{20}=\frac{8}{20}=\boxed{\frac{2}{5}} ]


(b) Find (P(B_1|R)) using Bayes’ Theorem

[ P(B_1|R)=\frac{P(R|B_1)P(B_1)}{P(R)} ]

Substitute the known values:

[ P(B_1|R)=\frac{\frac{3}{10}\cdot

Your note

Page 1

Doubt hai is topic me?

Free AI teacher se poocho — 24/7, step by step.